Abnormal value detection using shap value

Catalog

SHAP An introduction to the

SHAP How to evaluate the contribution of features in the tree model to the results ？

utilize Shap Value for outlier detection

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SHAP An introduction to the

SHAP, Shapley Value ,SHapley Additive exPlanations, Shapley adds and explains , It's a game theory method , He is a master of game theory Lloyd S. Shapley( Lloyd · Sapley ) Proposed a solution for cooperative game . It is used to interpret the output of any machine learning model . It uses the classics of game theory Shapley Value and its related extensions link the optimal credit allocation with local interpretation .

SHAP Method , Now it is often used to explain the output of most machine learning models . It can learn for almost all machines 、 Deep learning provides an explanatory solution , Include tree model 、 Linear model and neural network model .

Official documents ：Welcome to the SHAP documentation — SHAP latest documentation

github：GitHub - slundberg/shap: A game theoretic approach to explain the output of any machine learning model.

SHAP How to evaluate the contribution of features in the tree model to the results ？

From the perspective of game theory , Treat each characteristic variable in the data set as a player , The data set is used to train the model to get the prediction results , It can be seen as the income of many players working together to complete a project .Shapley value By considering the contributions of each player , To fairly distribute the benefits of cooperation .

utilize Shap Value for outlier detection